Comments to your questions:
a) Some devices have multiple WiFi antennas and that allows them to achieve better performance with more antennas in use simultaneously. For example Teltonika RUT950 device, which has 2 WiFi antennas (2x2 MIMO)
However, since RUT240 only has single WiFi antenna connector (and 2 Mobile (LTE) antenna connectors), you could only connect one WiFi antenna to it. Second antenna cable in such case could be simply left unconnected.
b) Yes. RUT240 does not have built in internal antennas, therefore external WiFi antenna should be connected. Without WiFi antenna you might still be able to use RUT240's WiFi access point by being physically close to the router. However, without antenna performance would be significantly worse and WiFi range would be considerably small.